There may be a Gemara about this, but the clearest source - referring to both the Jewish men and women - is in the Midrash (Shir Hashirim Rabbah 4:12 and Vayikra Rabbah 32:5):
אָמַר רַבִּי פִּנְחָס גַּן נָעוּל, אֵלּוּ הַבְּתוּלוֹת. גַּל נָעוּל, אֵלוּ הַבְּעוּלוֹת. מַעְיָן חָתוּם, אֵלּוּ הַזְּכָרִים... אָמַר רַבִּי אַבָּא בַּר כַּהֲנָא, שָׂרָה יָרְדָה לְמִצְרַיִם וְגָדְרָה עַצְמָהּ מִן הָעֶרְוָה, וְכָל הַנָּשִׁים נִגְדְּרוּ בִּזְכוּתָהּ. יוֹסֵף יָרַד לְמִצְרַיִם וְגָדַר עַצְמוֹ מִן הָעֶרְוָה, וְנִגְדְּרוּ כָּל הַזְּכָרִים בִּזְכוּתוֹ.
Rabbi Pinchas says: "A locked garden" refers to the virgins; "a locked spring," to the married women; "a sealed fountain," to the men... Rabbi Abba bar Kahana says: Sarah went down to Egypt and kept herself clear of forbidden relations [when she was abducted by Pharaoh], and all of the women were able to keep clear in her merit; Yosef went down to Egypt and kept himself clear of forbidden relations [with Potiphar's wife], and all of the men were able to keep clear in his merit.
